Publication:4357571
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zbMath0907.60057MaRDI QIDQ4357571
Publication date: 18 February 1999
stochastic differential equation; Brownian motion; Gaussian process; white noise; bilinear model; non-Gaussian process
60G15: Gaussian processes
93E11: Filtering in stochastic control theory
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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